Cyrus A. Ramezani

California Polytechnic State University, San Luis Obispo

School of Business

San Luis Obispo, CA 93407

United States

SCHOLARLY PAPERS

17

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4

CROSSREF CITATIONS

17

Scholarly Papers (17)

1.

Growth, Corporate Profitability, and Shareholder Value Creation

Number of pages: 28 Posted: 30 Mar 2002
Cyrus A. Ramezani, Luc A. Soenen and Alan Robert Jung
California Polytechnic State University, San Luis Obispo, California State Polytechnic University, San Luis Obispo and San Francisco State University
Downloads 2,997 (8,433)
Citation 1

Abstract:

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growth, EVA, MVA, ROE, ROI, performance measures

2.

Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices

Number of pages: 32 Posted: 19 Oct 2004
Cyrus A. Ramezani and Yong Zeng
California Polytechnic State University, San Luis Obispo and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 1,171 (35,842)
Citation 25

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Asset Price Processes, Jump-Diffusion Models, MLE, Leptokurtic Distributions

3.

Insurance and Reinsurance Contracts as Complex Derivatives: Application to Multiple Peril Policies

Number of pages: 36 Posted: 05 Aug 1999
Alan Robert Jung and Cyrus A. Ramezani
San Francisco State University and California Polytechnic State University, San Luis Obispo
Downloads 917 (50,697)

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4.

An Empirical Assessment of the Double Exponential Jump-Diffusion Process

Number of pages: 33 Posted: 18 Oct 2004
Cyrus A. Ramezani and Yong Zeng
California Polytechnic State University, San Luis Obispo and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 692 (73,883)
Citation 3

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Asset Price Processes, Double Exponential Jump-Diffusion, Pareto-Beta Jump Diffusion, Leptokurtic Distributions, Volatility Smile and Smirk, MLE

5.

Intermodal Chassis Availability for Containerized Agricultural Exports

Report Prepared for USDA-AMS USDA Cooperative Agreement No. 19-TMTSD-CA-0003 February 25, 2021
Number of pages: 103 Posted: 24 Mar 2021 Last Revised: 12 Mar 2023
Cyrus A. Ramezani and Chris Carr
California Polytechnic State University, San Luis Obispo and California Polytechnic State University
Downloads 224 (263,487)

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Transporation Logistic, Supply Chain, Containerized Trade, Agricultural Exports, Chassis Provisioning, Port of Los Angeles, Port of Long Beach, Port of Oakland

6.

The Impact of New Information Technologies on U.S. Containerized Agricultural Exports - Focusing on the Ports of Los Angeles, Long Beach, Oakland

Report Prepared for USDA-AMS USDA Cooperative Agreement No. 20-TMTSD-CA-0007 January 3, 2022
Number of pages: 71 Posted: 30 Jan 2022
Chris Carr and Cyrus A. Ramezani
California Polytechnic State University and California Polytechnic State University, San Luis Obispo
Downloads 211 (278,624)

Abstract:

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Agricultural Exporters, Logistics, Supply Chain, Containers, Enterprise Resource Planning Systems, Transportation Management Systems, Warehouse Management Systems, APIs, Freight Visibility, Port Congestion, Startups

7.

Bayesian Estimation of Asymmetric Jump-Diffusion Processes

Number of pages: 31 Posted: 31 Jan 2013
Samuel Frame and Cyrus A. Ramezani
California State Polytechnic University, San Luis Obispo - Department of Statistics and California Polytechnic State University, San Luis Obispo
Downloads 193 (302,252)
Citation 1

Abstract:

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asset price processes, affine jump-diffusion, double exponential jump-diffusion, Markov chain, Monte Carlo, Bayesian econometrics

8.

COVID-19, Force Majeure, and the Legal and Financial Implications of Utilizing Reefer Shipping Containers

Journal of Transportation Law, Logistics and Policy, Vol. 87, No. 1, pp. 17-37 (2020)
Number of pages: 22 Posted: 12 Sep 2020 Last Revised: 15 Feb 2022
Chris Carr and Cyrus A. Ramezani
California Polytechnic State University and California Polytechnic State University, San Luis Obispo
Downloads 176 (328,357)
Citation 1

Abstract:

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Coronavirus, COVID-19, Refrigerated Containers, Reefers, Force Majeure, Exports, Insurance

9.

Financial Constraints, Real Options and Corporate Cash Holdings

Number of pages: 44 Posted: 31 Jan 2013
Cyrus A. Ramezani
California Polytechnic State University, San Luis Obispo
Downloads 153 (369,963)

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corporate cash holdings, real options, financial constraints

10.

The Prospects for Developing Inland Logistics Ports in California

Number of pages: 75 Posted: 09 Aug 2022
Cyrus A. Ramezani and Chris Carr
California Polytechnic State University, San Luis Obispo and California Polytechnic State University
Downloads 116 (458,985)

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Logistics System, Inland Logistics Ports, Supply Chain, Containerized Trade, Agricultural Exports, Port of Los Angeles, Port of Long Beach, Port of Oakland

11.

How Do Financial Market Outcomes Affect Gambling?

Number of pages: 49 Posted: 11 May 2022 Last Revised: 10 Jun 2022
Cyrus A. Ramezani
California Polytechnic State University, San Luis Obispo
Downloads 114 (465,032)

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Realized Risk Premium, Market Volatility, Stock Market’s Wealth Effect, Gambling Demand, Racetrack Gambling, Conditional Elasticity

12.

Determinants of Refrigerated Container Provisioning for Agricultural Exports

Report Prepared for USDA-AMS USDA Cooperative Agreement No. 20-TMTSD-CA-0008 January 25, 2022
Number of pages: 87 Posted: 07 Feb 2022 Last Revised: 13 Jul 2022
Cyrus A. Ramezani and Chris Carr
California Polytechnic State University, San Luis Obispo and California Polytechnic State University
Downloads 108 (483,716)

Abstract:

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Cold-Chain Logistics, Refrigrated Commodity Trade

13.

Integrating Terminal Gate Appointment Systems at the Port of Los Angeles

Report Prepared for USDA-AMS USDA Cooperative Agreement No. 21-TMTSD-CA-0004 August 5, 2022
Number of pages: 70 Posted: 17 Aug 2022
Chris Carr and Cyrus A. Ramezani
California Polytechnic State University and California Polytechnic State University, San Luis Obispo
Downloads 105 (493,747)

Abstract:

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Port congestion, terminal appointments, appointment systems, container stacking, technology, data, data sharing, APIs

14.

APIs: The (Potential) Digital Connectivity Accelerant For Small and Medium-Sized Importers, Exporters and Their Logistics Providers

Journal of Transportation Law, Logistics and Policy, Vol. 89, No. 1, pp. 18-94 (2022)
Number of pages: 98 Posted: 19 Jul 2022
Chris Carr and Cyrus A. Ramezani
California Polytechnic State University and California Polytechnic State University, San Luis Obispo
Downloads 104 (497,193)
Citation 1

Abstract:

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Importers, Exporters, Logistics, Supply Chain, Enterprise Resource Planning Systems, Transportation Management Systems, Warehouse Management Systems, APIs, Freight Visibility, Terms of Service, API License Agreements

15.

Business Cycles, Stock Market Wealth and Gambling at the Racetracks

Number of pages: 23 Posted: 16 Mar 2023
Cyrus A. Ramezani and James J. Ahern
California Polytechnic State University, San Luis Obispo and California State Polytechnic University, San Luis Obispo
Downloads 42 (794,764)

Abstract:

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Gambling Demand, Business Cycle, Realized Risk Premium, Market Volatility

16.

Growth, Corporate Profitability, and Value Creation

Posted: 27 May 2003
Cyrus A. Ramezani, Luc A. Soenen and Alan Robert Jung
California Polytechnic State University, San Luis Obispo, California State Polytechnic University, San Luis Obispo and San Francisco State University

Abstract:

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Equity Investments: fundamental analysis and valuation models, Corporate Finance

17.

An Arbitrage-Free Approach to Quasi-Option Value

Posted: 26 Jul 1998
Jay S. Coggins and Cyrus A. Ramezani
University of Minnesota - College of Agricultural, Food and Environmental Sciences - Department of Applied Economics and California Polytechnic State University, San Luis Obispo

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